Path behavior of processes with stationary independent increments

DOI10.1007/BF00538475zbMath0203.50103MaRDI QIDQ5603648

P. W. Millar

Publication date: 1971

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Related Items (16)

The strong p-variation of martingales and orthogonal series ⋮ Uniform dimension results for processes with independent increments ⋮ Variations of processes with stationary, independent increments ⋮ Random fractals determined by Lévy processes ⋮ Functional quantization rate and mean regularity of processes with an application to Lévy processes ⋮ Limit Theorems for Variational Sums ⋮ Path properties of processes with independent and interchangeable increments ⋮ A uniform dimension result for two-dimensional fractional multiplicative processes ⋮ La variation d'ordre p des semi-martingales ⋮ The Hausdorff dimension of the range of the Lévy multistable processes ⋮ Variational sums of infinitesimal systems ⋮ Moment of Lévy measure of operator-stable law ⋮ Lévy processes: capacity and Hausdorff dimension ⋮ Variational Sums for Additive Processes ⋮ Exit Properties of Stochastic Processes with Stationary Independent Increments ⋮ Some results on local growth of two-parameter Lévy processes

Cites Work

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• On limits of sequences of operators
• Variation of symmetric, onedimensional stochastic processes with stationary independent increments
• Sample functions behavior of increasing processes with stationary, independent increments
• On some limit theorems of probability distributions
• An Extended Markov Property
• A Limit Theorem for a Function of the Increments of a Decomposable Process
• Some Theorems on Stable Processes
• Maximal inequalities as necessary conditions for almost everywhere convergence
• Martingales with Independent Increments

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